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The efficiency of an artificial double auction stock market with neural learning agents

Yang, Jing - In: Evolutionary computation in economics and finance : …, (pp. 85-105). 2002

Persistent link: https://www.econbiz.de/10001677432

Surprise vs anticipated information announcements : are prices affected differently? An investigation in the context of stock splits

Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of banking & finance 32 (2008) 5, pp. 643-653

Persistent link: https://www.econbiz.de/10003702578

Estimating a risky term structure of brady bonds

Keswani, Aneel - In: Papers in money, macroeconomics and finance : … 73 (2005), pp. 99-127

Persistent link: https://www.econbiz.de/10003362076

Frenemies : how do financial firms vote on their own kind?

Keswani, Aneel; Stolin, David; Anh L. Tran - In: Management science : journal of the Institute for … 63 (2017) 3, pp. 631-654

Persistent link: https://www.econbiz.de/10011656330

The Case for Integrating ESG into Fixed Income Portfolios

Clare, Andrew; Keswani, Aneel; Motson, Nick - 2022

In this paper we investigate the possible benefits of integrating ESG considerations into fixed income portfolio construction. When we create portfolios ranked by a composite ESG value or by an environmental ranking we find evidence to suggest that higher ESG rankings produce an improvement in...

Persistent link: https://www.econbiz.de/10013404566

Network models and financial stability

Nier, Erlend W.; Yang, Jing; Yorulmazer, Tanju; … - 2008

Systemic risk is a key concern for central banks charged with safeguarding overall financial stability. In this paper we investigate how systemic risk is affected by the structure of the financial system. We construct banking systems that are composed of a number of banks that are connected by...